+2,028.7%
TECK vs CP
+2,722.5%
-693.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +4.9% | +5.1% |
| 7D | +3.1% | +2.8% | +0.3% | +0.7% |
| 30D | -5.0% | +11.3% | -16.3% | -14.1% |
| 3M | -2.6% | +2.9% | -5.4% | -5.5% |
| 6M | 0.0% | +9.8% | -9.8% | -9.4% |
| YTD | +35.6% | +28.5% | +7.1% | +6.0% |
| 1Y | +58.1% | +33.5% | +24.6% | +19.3% |
| 3Y | +93.3% | +31.9% | +61.4% | +43.7% |
| 5Y | +153.7% | +25.5% | +128.2% | +92.6% |
| 10Y | +226.7% | +257.6% | -30.8% | -10.1% |
| All | +2,028.7% | +2,722.5% | -693.8% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling